-12.5%
FCX vs GIS
-8.6%
-3.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -3.2% |
| 7D | +4.4% | -8.1% | +12.5% | +2.3% |
| 30D | -16.3% | +5.3% | -21.7% | -16.1% |
| 3M | -12.5% | -10.5% | -1.9% | -11.0% |
| All | -12.5% | -8.6% | -3.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling